Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 0.560518 0.628871 0.705941 0.800039 0.912871 1.045177 1.214104
2024-10-27 0.476245 0.558912 0.658474 0.789356 0.960218 1.180689 1.495476
2024-11-03 0.437300 0.532420 0.653445 0.823057 1.062175 1.400144 1.940590
2024-11-10 0.412910 0.519142 0.661068 0.872035 1.192192 1.688152 2.583819
2024-11-17 0.382015 0.492485 0.645883 0.885111 1.271472 1.920551 3.235246
2024-11-24 0.352635 0.464030 0.623735 0.883155 1.325587 2.125920 3.937609
2024-12-01 0.319608 0.426755 0.583943 0.847007 1.314402 2.209958 4.430973
2024-12-08 0.292243 0.395140 0.549122 0.813665 1.301254 2.286431 4.955417
2024-12-15 0.279853 0.384602 0.545490 0.831716 1.386312 2.593853 6.326583
2024-12-22 0.277358 0.388712 0.565240 0.893189 1.570549 3.200467 9.306464
2024-12-29 0.267644 0.380517 0.563683 0.915268 1.678422 3.670642 12.538367
2025-01-05 0.252842 0.362933 0.544419 0.900642 1.701144 3.917847 15.215640
2025-01-12 0.238000 0.345244 0.525136 0.887163 1.733535 4.246146 19.473579
2025-01-19 0.222425 0.325212 0.499907 0.858250 1.722208 4.434607 23.564357
2025-01-26 0.216083 0.320168 0.501038 0.884403 1.859967 5.252312 37.949335
2025-02-02 0.212616 0.319690 0.510418 0.929994 2.067359 6.557519 76.129551
2025-02-09 0.204857 0.311118 0.503638 0.938288 2.171174 7.531478 138.785486
2025-02-16 0.196146 0.300246 0.491406 0.932067 2.229365 8.357191 255.429509
2025-02-23 0.184393 0.283223 0.465772 0.890449 2.161573 8.398874 340.309601
2025-03-02 0.173968 0.268069 0.442849 0.852985 2.100137 8.450853 469.596946
2025-03-09 0.169943 0.264312 0.442417 0.871081 2.237334 10.039765 2338.690586
2025-03-16 0.170448 0.268867 0.459231 0.935853 2.574322 14.003013 NaN
2025-03-23 0.167036 0.265856 0.460018 0.958794 2.762855 17.339841 NaN